- Instrumental variables
- High-dimensional models
- Panel data
- Duration models
- Factor models
Campus de Ker Lann
51 Rue Blaise Pascal
BP 37203
35172 BRUZ Cedex
Publications:
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Robust censored regression with l1-norm regularization.
2022, with Ingrid Van Keilegom.
TEST (forthcoming).
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Discussion on “Instrumented difference-in-differences” by Ting Ye, Ashkan Ertefaie, James Flory, Sean Hennessy, and Dylan S. Small.
2022, with Jean-Pierre Florens and Ingrid Van Keilegom.
Biometrics (forthcoming).
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Nonparametric instrumental regression with right censored duration outcomes.
2022, with Jean-Pierre Florens and Ingrid Van Keilegom.
Journal of Business and Economic Statistics.
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On an extension to the promotion time cure model.
2022, with Anouar El Ghouch, François Portier and Ingrid Van Keilegom.
Annals of Statistics.
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High-dimensional inference robust to outliers with l1-norm penalization.
2021, Communications in Statistics – Theory and Methods.
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Factor and factor loading augmented estimators for panel regression with possibly non-strong factors.
2021, with Eric Gautier.
Journal of Business and Economic Statistics (forthcoming), with peer-reviewed supplement.
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Inference robust to outliers with l1-norm penalization.
2020, ESAIM: P&S.
Submitted papers:
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Testing for error invariance in separable instrumental variable models.
2022, with Jean-Pierre Florens, Elia Lapenta and Ingrid Van Keilegom, arXiv preprint arXiv:2208.05344.
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A Gaussian model for survival data subject to dependent censoring and confounding.
2022, with Gilles Crommen and Ingrid Van Keilegom, arXiv preprint arXiv:2208.04184.
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High-dimensional nonconvex lasso-type M-estimators.
2022, with François Portier, arXiv preprint arXiv:2204.05792.
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Instrumental variable estimation of dynamic treatment effects on a survival outcome.
2022, with Samuele Centorrino, Jean-Pierre Florens and Ingrid Van Keilegom, arXiv preprint arXiv:2201.10826.
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A nonparametric instrumental approach to endogeneity in competing risks models.
2021, with Jean-Pierre Florens and Ingrid Van Keilegom, arXiv preprint arXiv:2105.00946.
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Square-root nuclear norm penalized estimator for panel data models with approximately low-rank unobserved heterogeneity.
2019, with Eric Gautier, arXiv preprint arXiv:1904.09192.